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matheusfacure / python-causality-handbook

Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.
https://matheusfacure.github.io/python-causality-handbook/landing-page.html
MIT License
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General question #220

Closed JacobWren closed 2 years ago

JacobWren commented 2 years ago

Hello,

When using IV2SLS.from_formula(formula, data).fit(), have you ever ran into the error: "ValueError: regressors [exog endog] do not have full column rank"?

It seems to be triggered when a dummy variable has too many categories. Not sure of a work around.

Thanks.

matheusfacure commented 2 years ago

yes. The issue arises when a column is a linear combination of another, like in the case where you don't drop one of the dummy columns. I'm closing this because it concerns other software ok? Check out here https://github.com/jmbejara/comp-econ-sp18/issues/73